Correct, but you can buy a cable that works for the IIgs and the IIc at RetroFloppy or make one yourself. Much easier to do with a IIe and a Super Serial Card however. ADTPro info for it here.
As for the Mockingboard, one was inside my Enhanced IIe and it's fun to screw around with. In the big box of diskettes that came with the computer were a couple things written for it, pretty cool simulated voice sounds.